CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6095 |
1.5995 |
-0.0100 |
-0.6% |
1.6150 |
| High |
1.6111 |
1.6000 |
-0.0111 |
-0.7% |
1.6195 |
| Low |
1.5986 |
1.5884 |
-0.0102 |
-0.6% |
1.6057 |
| Close |
1.6000 |
1.5911 |
-0.0089 |
-0.6% |
1.6067 |
| Range |
0.0125 |
0.0116 |
-0.0009 |
-7.2% |
0.0138 |
| ATR |
0.0091 |
0.0093 |
0.0002 |
2.0% |
0.0000 |
| Volume |
111,435 |
152,548 |
41,113 |
36.9% |
522,849 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6280 |
1.6211 |
1.5975 |
|
| R3 |
1.6164 |
1.6095 |
1.5943 |
|
| R2 |
1.6048 |
1.6048 |
1.5932 |
|
| R1 |
1.5979 |
1.5979 |
1.5922 |
1.5956 |
| PP |
1.5932 |
1.5932 |
1.5932 |
1.5920 |
| S1 |
1.5863 |
1.5863 |
1.5900 |
1.5840 |
| S2 |
1.5816 |
1.5816 |
1.5890 |
|
| S3 |
1.5700 |
1.5747 |
1.5879 |
|
| S4 |
1.5584 |
1.5631 |
1.5847 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6520 |
1.6432 |
1.6143 |
|
| R3 |
1.6382 |
1.6294 |
1.6105 |
|
| R2 |
1.6244 |
1.6244 |
1.6092 |
|
| R1 |
1.6156 |
1.6156 |
1.6080 |
1.6131 |
| PP |
1.6106 |
1.6106 |
1.6106 |
1.6094 |
| S1 |
1.6018 |
1.6018 |
1.6054 |
1.5993 |
| S2 |
1.5968 |
1.5968 |
1.6042 |
|
| S3 |
1.5830 |
1.5880 |
1.6029 |
|
| S4 |
1.5692 |
1.5742 |
1.5991 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6180 |
1.5884 |
0.0296 |
1.9% |
0.0098 |
0.6% |
9% |
False |
True |
118,633 |
| 10 |
1.6212 |
1.5884 |
0.0328 |
2.1% |
0.0087 |
0.5% |
8% |
False |
True |
108,300 |
| 20 |
1.6298 |
1.5884 |
0.0414 |
2.6% |
0.0084 |
0.5% |
7% |
False |
True |
104,473 |
| 40 |
1.6298 |
1.5761 |
0.0537 |
3.4% |
0.0096 |
0.6% |
28% |
False |
False |
99,059 |
| 60 |
1.6298 |
1.5591 |
0.0707 |
4.4% |
0.0101 |
0.6% |
45% |
False |
False |
73,672 |
| 80 |
1.6298 |
1.5525 |
0.0773 |
4.9% |
0.0096 |
0.6% |
50% |
False |
False |
55,271 |
| 100 |
1.6298 |
1.5240 |
0.1058 |
6.6% |
0.0090 |
0.6% |
63% |
False |
False |
44,223 |
| 120 |
1.6298 |
1.5240 |
0.1058 |
6.6% |
0.0080 |
0.5% |
63% |
False |
False |
36,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6493 |
|
2.618 |
1.6304 |
|
1.618 |
1.6188 |
|
1.000 |
1.6116 |
|
0.618 |
1.6072 |
|
HIGH |
1.6000 |
|
0.618 |
1.5956 |
|
0.500 |
1.5942 |
|
0.382 |
1.5928 |
|
LOW |
1.5884 |
|
0.618 |
1.5812 |
|
1.000 |
1.5768 |
|
1.618 |
1.5696 |
|
2.618 |
1.5580 |
|
4.250 |
1.5391 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5942 |
1.6003 |
| PP |
1.5932 |
1.5972 |
| S1 |
1.5921 |
1.5942 |
|